Because it's a feminine noun: "ei bygd" & both feminine and masculine conjugation are allowed - at least in theory. However, it's very common to use the masculine INDEFINITE article, but the feminine DEFINITE article - thus "en bygd" sounds fine, but "bygden" sounds strange (or overly posh & arrogant)... it should be "bygda".
Also people from rural areas (bygda!!) are more likely to opt for the feminine version of these nouns, so it's better to use the feminine based on semantics, too!! ;)